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xgbfi

(★ 499)

XGBoost Feature Interactions & Importance

파일 탐색기

최종 버전 다운로드 (.zip)

- - EPPlus.dll
  - NGenerics.dll
- XgbFeatureInteractions.exe
- XgbFeatureInteractions.exe.config
- ScoresExample.png
- ScoresExample_small.png
- - AssemblyInfo.cs
  - Settings.Designer.cs
  - Settings.settings
- App.config
- FeatureInteraction.cs
- FeatureInteractions.cs
- FeatureScoreComparer.cs
- FIScoreComparer.cs
- GlobalSettings.cs
- GlobalStats.cs
- packages.config
- Program.cs
- SplitValueHistogram.cs
- XgbFeatureInteractions.csproj
- XgbModel.cs
- XgbModelParser.cs
- XgbTree.cs
- XgbTreeNode.cs
- xgbfi.cc
- xgbfi.h
.gitattributes
.gitignore
LICENSE.md
README.md
XgbFeatureInteractions.sln

# 설치 가이드

1. 코드 내려받기

git clone https://github.com/Far0n/xgbfi

깃허브에서 프로젝트 코드 전체를 내 컴퓨터로 내려받습니다.

cd xgbfi

방금 내려받은 프로젝트 폴더 안으로 이동합니다.

2. .NET

보통 추천

사전 준비물

Git GitHub에서 프로젝트 코드를 내려받으려면 필요합니다.
.NET SDK dotnet 명령어를 쓰기 위한 SDK입니다.

dotnet restore

프로젝트에 필요한 패키지를 내려받습니다.

dotnet run

프로젝트를 빌드하고 바로 실행합니다.

✅ dotnet run 실행 후 터미널에 나타나는 안내 메시지나 주소를 확인하세요.

// repository documentation

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# Xgbfi
XGBoost Feature Interactions &amp; Importance

### What is Xgbfi?
Xgbfi is a [XGBoost](https://github.com/dmlc/xgboost) model dump parser, which ranks features as well as feature interactions by different metrics.

### Siblings
[Xgbfir](https://github.com/limexp/xgbfir) - Python porting

### The Metrics
 * **Gain**: Total gain of each feature or feature interaction
 * **FScore**: Amount of possible splits taken on a feature or feature interaction
 * **wFScore**: Amount of possible splits taken on a feature or feature interaction weighted by the probability of the splits to take place
 * **Average wFScore**: *wFScore* divided by *FScore*
 * **Average Gain**: *Gain* divided by *FScore*
 * **Expected Gain**: Total gain of each feature or feature interaction weighted by the probability to gather the gain
 * **Average Tree Index**
 * **Average Tree Depth**

### Additional Features
 * **Leaf Statistics**
 * **Split Value Histograms**
 
**Example:**

![](https://raw.githubusercontent.com/Far0n/xgbfi/master/doc/ScoresExample_small.png)

### Usage
*[mono] XgbFeatureInteractions.exe [-help|options]*

### Quick Guide
a) Creating a feature map (fmap)
```python
def create_feature_map(fmap_filename, features):
"""
features: enumerable of feature names
"""
    outfile = open(fmap_filename, 'w')
    for i, feat in enumerate(features):
        outfile.write('{0}\t{1}\tq\n'.format(i, feat))
    outfile.close()
    
create_feature_map('xgb.fmap', features) 
```

b) Dumping a [XGBoost](https://github.com/dmlc/xgboost) model 
```python
gbdt.dump_model('xgb.dump',fmap='xgb.fmap', with_stats=True)
```

c) Editing Parameters in *XgbFeatureInteractions.exe.config*
```xml
<setting name="XgbModelFile" serializeAs="String">
    <value>xgb.dump</value>
</setting>
```

d) Running *[mono] XgbFeatureInteractions.exe* without cmd line parameters